+107.2%
AS vs NTNX
+17.7%
+89.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -23.2% | +3.8% | -27.1% | -24.0% |
| 3M | -20.1% | +31.9% | -52.0% | -25.6% |
| 6M | -18.5% | +68.5% | -87.0% | -29.7% |
| YTD | -25.6% | +29.5% | -55.2% | -31.1% |
| 1Y | -24.4% | -11.6% | -12.7% | -22.0% |
| All | +107.2% | +17.7% | +89.5% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling